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Over on the Visual F# team blog we've described how to use F# type providers with Xenomorph TimeScape, a financial data product which you can use in Windows Azure and on-premise.
This work is an F# sample from Microsoft Research. The sample has been picked by the F# community and incorporated into the new FsProjects area for community incubations. If you have access to a Xenomorph TimeScape instance, you can get and use the sample here: <fsprojects.github.io/FSharp.Data.Experimental.XenomorphProvider/>
Enjoy!
Don